CME Euro FX (E) Future December 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	1.3649	1.3575	-0.0074	-0.5%	1.3618
High	1.3649	1.3575	-0.0074	-0.5%	1.3750
Low	1.3649	1.3575	-0.0074	-0.5%	1.3513
Close	1.3649	1.3519	-0.0130	-1.0%	1.3513
Range
ATR
Volume	1	1	0	0.0%	57

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.3556	1.3538	1.3519
R3	1.3556	1.3538	1.3519
R2	1.3556	1.3556	1.3519
R1	1.3538	1.3538	1.3519	1.3547
PP	1.3556	1.3556	1.3556	1.3561
S1	1.3538	1.3538	1.3519	1.3547
S2	1.3556	1.3556	1.3519
S3	1.3556	1.3538	1.3519
S4	1.3556	1.3538	1.3519

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.4303	1.4145	1.3643
R3	1.4066	1.3908	1.3578
R2	1.3829	1.3829	1.3556
R1	1.3671	1.3671	1.3535	1.3632
PP	1.3592	1.3592	1.3592	1.3572
S1	1.3434	1.3434	1.3491	1.3395
S2	1.3355	1.3355	1.3470
S3	1.3118	1.3197	1.3448
S4	1.2881	1.2960	1.3383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3649	1.3513	0.0136	1.0%	0.0000	0.0%	4%	False	False	5
10	1.3750	1.3513	0.0237	1.8%	0.0010	0.1%	3%	False	False	8

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0000

Fibonacci Retracements and Extensions
4.250	1.3575
2.618	1.3575
1.618	1.3575
1.000	1.3575
0.618	1.3575
HIGH	1.3575
0.618	1.3575
0.500	1.3575
0.382	1.3575
LOW	1.3575
0.618	1.3575
1.000	1.3575
1.618	1.3575
2.618	1.3575
4.250	1.3575

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	1.3575	1.3588
PP	1.3556	1.3565
S1	1.3538	1.3542

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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